+144.6%
PDBC vs SPY
+312.9%
-168.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.6% |
| 30D | -3.3% | -5.4% | +2.1% | -1.9% |
| 3M | +8.9% | -4.1% | +13.0% | +10.0% |
| 6M | +4.1% | +0.7% | +3.4% | +3.6% |
| YTD | +41.7% | +8.7% | +33.0% | +37.5% |
| 1Y | +43.4% | +10.9% | +32.5% | +38.3% |
| 3Y | +42.9% | +75.0% | -32.1% | +18.4% |
| 5Y | +68.9% | +67.8% | +1.1% | +40.8% |
| All | +144.6% | +312.9% | -168.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling